summaryrefslogtreecommitdiff
path: root/SRC/sla_gbrpvgrw.f
blob: 77e9f26b4ec4410442a8fb880f8af67ba4fcda75 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
*> \brief \b SLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SLA_GBRPVGRW + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gbrpvgrw.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gbrpvgrw.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gbrpvgrw.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       REAL FUNCTION SLA_GBRPVGRW( N, KL, KU, NCOLS, AB, LDAB, AFB,
*                                   LDAFB )
*
*       .. Scalar Arguments ..
*       INTEGER            N, KL, KU, NCOLS, LDAB, LDAFB
*       ..
*       .. Array Arguments ..
*       REAL               AB( LDAB, * ), AFB( LDAFB, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SLA_GBRPVGRW computes the reciprocal pivot growth factor
*> norm(A)/norm(U). The "max absolute element" norm is used. If this is
*> much less than 1, the stability of the LU factorization of the
*> (equilibrated) matrix A could be poor. This also means that the
*> solution X, estimated condition numbers, and error bounds could be
*> unreliable.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>     The number of linear equations, i.e., the order of the
*>     matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*>          KL is INTEGER
*>     The number of subdiagonals within the band of A.  KL >= 0.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*>          KU is INTEGER
*>     The number of superdiagonals within the band of A.  KU >= 0.
*> \endverbatim
*>
*> \param[in] NCOLS
*> \verbatim
*>          NCOLS is INTEGER
*>     The number of columns of the matrix A.  NCOLS >= 0.
*> \endverbatim
*>
*> \param[in] AB
*> \verbatim
*>          AB is REAL array, dimension (LDAB,N)
*>     On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
*>     The j-th column of A is stored in the j-th column of the
*>     array AB as follows:
*>     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*>          LDAB is INTEGER
*>     The leading dimension of the array AB.  LDAB >= KL+KU+1.
*> \endverbatim
*>
*> \param[in] AFB
*> \verbatim
*>          AFB is REAL array, dimension (LDAFB,N)
*>     Details of the LU factorization of the band matrix A, as
*>     computed by SGBTRF.  U is stored as an upper triangular
*>     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
*>     and the multipliers used during the factorization are stored
*>     in rows KL+KU+2 to 2*KL+KU+1.
*> \endverbatim
*>
*> \param[in] LDAFB
*> \verbatim
*>          LDAFB is INTEGER
*>     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup realGBcomputational
*
*  =====================================================================
      REAL FUNCTION SLA_GBRPVGRW( N, KL, KU, NCOLS, AB, LDAB, AFB,
     $                            LDAFB )
*
*  -- LAPACK computational routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            N, KL, KU, NCOLS, LDAB, LDAFB
*     ..
*     .. Array Arguments ..
      REAL               AB( LDAB, * ), AFB( LDAFB, * )
*     ..
*
*  =====================================================================
*
*     .. Local Scalars ..
      INTEGER            I, J, KD
      REAL               AMAX, UMAX, RPVGRW
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN
*     ..
*     .. Executable Statements ..
*
      RPVGRW = 1.0

      KD = KU + 1
      DO J = 1, NCOLS
         AMAX = 0.0
         UMAX = 0.0
         DO I = MAX( J-KU, 1 ), MIN( J+KL, N )
            AMAX = MAX( ABS( AB( KD+I-J, J)), AMAX )
         END DO
         DO I = MAX( J-KU, 1 ), J
            UMAX = MAX( ABS( AFB( KD+I-J, J ) ), UMAX )
         END DO
         IF ( UMAX /= 0.0 ) THEN
            RPVGRW = MIN( AMAX / UMAX, RPVGRW )
         END IF
      END DO
      SLA_GBRPVGRW = RPVGRW
      END